- Tytuł:
- THE E. FAMA & K. FRENCH THREE-FACTOR MODEL FOR WARSAW STOCK EXCHANGE
- Autorzy:
- Kowerski M.
- Tematy:
-
RISK PREMIUM (SMALI STOCKS INVESTMENTS)
RISK PREMIUM (UNDERPRICED STOCKS INVESTMENTS)
THREE-FACTOR MODEL OF EXCESS RETURNS
WARSAW STOCK EXCHANGE
ECONOMICS - Pokaż więcej
- Dostawca treści:
- CEJSH